-55.4%
TSLL vs ON
+13.8%
-69.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.0% | -12.8% | -12.7% |
| 7D | +1.9% | +2.4% | -0.5% | +0.1% |
| 30D | +17.8% | -3.3% | +21.1% | +20.6% |
| 3M | -37.0% | -43.6% | +6.6% | -2.4% |
| 6M | -37.7% | +19.0% | -56.6% | -53.8% |
| YTD | -51.4% | +37.4% | -88.7% | -69.6% |
| 1Y | -23.4% | +54.8% | -78.1% | -57.7% |
| 3Y | -30.8% | -25.2% | -5.6% | -28.4% |
| All | -55.4% | +13.8% | -69.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling